+11.4%
DUK vs KRMN
+17.6%
-6.2%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.5% | +0.1% |
| 7D | -0.7% | -11.8% | +11.1% | -0.8% |
| 30D | -2.4% | -43.0% | +40.6% | -3.2% |
| 3M | -3.0% | -28.8% | +25.8% | -3.3% |
| 6M | -6.6% | -66.3% | +59.8% | -7.3% |
| YTD | +4.6% | -51.8% | +56.3% | +3.7% |
| 1Y | +1.2% | -44.7% | +45.9% | +0.1% |
| All | +11.4% | +17.6% | -6.2% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded KRMN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling